Before using eye shadows on the lids, always test the colours on the back of the hand to see the intensity. Remember, pale tones emphasize, while deep sooty shades define.
Apply an oil-free powder foundation on top of your eyelids before applying your eyeshadow. The eyeshadow will last all day without settling in the crease.

Choose a primary colour (the colour you want to stand out the most) and use short strokes to cover your whole eyelid.

Apply just enough pressure to lay the colour down without caking it onto your lids. Be especially careful not get too close to the crease or your eyebrows.

Smokey eyes are very sexy. With the right colours you can make your eyes stand out. You can basically work with 3 colours: a light, a medium and a dark(er) shade.
For example, gentle earthtones are very flattering to any skin types.

Try it as a base eyeshadow. Apply it all over your eyelid.

Apply the medium shade of a taupe for example or a medium brown between the lashes and the crease and use a darker taupe, bronze, brown or grey in the crease.

Use the darkest eyeshadow to draw a line right along the lashes with a thin flat brush instead of an eyeliner or a pencil to create a smokey look.

Don't draw the line all the way to the inner corner of the eyes, just go 1/2 way or even less.

Sparingly apply a lighter eye shadow colour above your primary colour and below your eyebrow. You should be able to cover the entire area in one sweep.

To give your eyes a 'smoky' look, choose a dark blue, grey or black eye shadow and brush it around the outer corners of your eyes and blend it into your primary eyeliner. Don't stray further than a quarter inch away from your eyes.

Play with the colours, mix them by dipping the brush into all 3 shades before applying and see what you come up with. Just make sure that you apply the same amount of mixed colours to both eyes to create an even look.

The point is to achieve the natural look, yet dramatically different. That's the idea.